WEN vs. IVV
Compare and contrast key facts about The Wendy's Company (WEN) and iShares Core S&P 500 ETF (IVV).
IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WEN or IVV.
Performance
WEN vs. IVV - Performance Comparison
Returns By Period
In the year-to-date period, WEN achieves a -2.91% return, which is significantly lower than IVV's 26.15% return. Over the past 10 years, WEN has underperformed IVV with an annualized return of 10.49%, while IVV has yielded a comparatively higher 13.16% annualized return.
WEN
-2.91%
-4.58%
4.93%
-0.74%
0.22%
10.49%
IVV
26.15%
1.77%
13.61%
32.34%
15.68%
13.16%
Key characteristics
| WEN | IVV | |
|---|---|---|
| Sharpe Ratio | 0.07 | 2.70 |
| Sortino Ratio | 0.29 | 3.60 |
| Omega Ratio | 1.03 | 1.50 |
| Calmar Ratio | 0.05 | 3.90 |
| Martin Ratio | 0.18 | 17.56 |
| Ulcer Index | 10.20% | 1.87% |
| Daily Std Dev | 25.81% | 12.16% |
| Max Drawdown | -86.07% | -55.25% |
| Current Drawdown | -28.76% | -0.85% |
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Correlation
The correlation between WEN and IVV is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
WEN vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Wendy's Company (WEN) and iShares Core S&P 500 ETF (IVV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
WEN vs. IVV - Dividend Comparison
WEN's dividend yield for the trailing twelve months is around 5.52%, more than IVV's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WEN The Wendy's Company | 5.52% | 5.13% | 2.21% | 1.80% | 1.32% | 1.89% | 2.18% | 1.71% | 1.81% | 2.09% | 2.27% | 2.06% |
IVV iShares Core S&P 500 ETF | 1.25% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
WEN vs. IVV - Drawdown Comparison
The maximum WEN drawdown since its inception was -86.07%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for WEN and IVV. For additional features, visit the drawdowns tool.
Volatility
WEN vs. IVV - Volatility Comparison
The Wendy's Company (WEN) has a higher volatility of 10.73% compared to iShares Core S&P 500 ETF (IVV) at 3.98%. This indicates that WEN's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.